Idea Library

WOLFE RESEARCH

Wolfe Europe All-Cap Risk Model

Summary

IHS Markit Ltd is an information provider that since 2022 has been a subsidiary of S&P Global. Headquartered in London, it was formed in 2016 with the merger of IHS Inc. and Markit Ltd.

The US factor suite provides Investment signals derived from traditional fundamental data covering key global investment themes such as growth, quality, value, price momentum. There are 400+ factors with over 20 years of daily history.

US daily history starts in 2008, monthly back to 1990

Data Sources: include financial statements, analyst estimates, stock prices, option prices, macroeconomic data, and more…

Factor Groups Covered:

  • Relative Value
  • Deep Value
  • Earnings Momentum
  • Earnings Quality
  • Historical Growth
  • Liquidity, Risk & Size
  • Macroeconomic
  • Management Quality
  • Price Momentum
  • Volatility

Media

No media to show


Documents

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Notes/FAQ

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Supporting Partners

No data to show

Quick Facts

Asset Class Coverage

  • Equities
  • Fixed Income

Historical Coverage 1990-present

Delivery Lag Daily

Geographic Coverage

  • Europe


General Tags


Other Details

Visibility Level public

Idea Library

VENDOR NAME 2

Wolfe Europe All-Cap Risk Model

Summary

IHS Markit Ltd is an information provider that since 2022 has been a subsidiary of S&P Global. Headquartered in London, it was formed in 2016 with the merger of IHS Inc. and Markit Ltd.

The US factor suite provides Investment signals derived from traditional fundamental data covering key global investment themes such as growth, quality, value, price momentum. There are 400+ factors with over 20 years of daily history.

US daily history starts in 2008, monthly back to 1990

Data Sources: include financial statements, analyst estimates, stock prices, option prices, macroeconomic data, and more…

Factor Groups Covered:

  • Relative Value
  • Deep Value
  • Earnings Momentum
  • Earnings Quality
  • Historical Growth
  • Liquidity, Risk & Size
  • Macroeconomic
  • Management Quality
  • Price Momentum
  • Volatility

Media

No media to show


Documents

No data to show


Notes/FAQ

No data to show

Supporting Partners

No data to show

Quick Facts

Asset Class Coverage

  • Crypto
  • Options

Historical Coverage No data to show

Delivery Lag Weekly

Geographic Coverage

  • Africa
  • Asia Pacific


General Tags

No data to show

Other Details

Visibility Level public